TROs are always hard to get. The standard of showing irreparable harm is hard to meet in any case, so this result is frankly what I had expected. In a nutshell, the judge found that the City's interest in regulating firing ranges, balanced against the "inconvenience" of having to go outside the City for training, tipped in favor of the City.
I think the fact that the record showed people were still able to get their training (abeit outside the City) made it virtually impossible to show irreparable harm.
Furthermore, I think this judge did not feel able (or willing) to create a new precedent in terms of extending the bare holding of Heller to this new situation, particularly in the TRO context.